Local polynomial estimation with a FARIMA-GARCH error process (Q5950042)
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scientific article; zbMATH DE number 1679511
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local polynomial estimation with a FARIMA-GARCH error process |
scientific article; zbMATH DE number 1679511 |
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Local polynomial estimation with a FARIMA-GARCH error process (English)
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23 May 2002
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local polynomial estimation
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long memory
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martingales
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semi-parametric models
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asymptotic normality
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FARIMA-GARCH process
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